HEROMOTOCO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 150
Spot
5,192.90
Future
5,173.00
Forward
5,170.13
PCR (OI)
0.64
Puts 13.62 L / Calls 21.18 L
PCR (volume)
0.50
Puts 12,036 / Calls 24,073
Max pain
5,200
strike with least total payout to holders
Highest OI
5,300 CE · 5,100 PE
ΔOI calls +40,050 · puts +95,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,100 | 1.85 | 0.00 | 26.61 | — | 600 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 4,200 | 2.55 | 0.00 | 25.84 | — | 4,200 | Neutral | |||
| Neutral | — | — | 62.64 | 0.00 | 958.80 | 4,300 | 3.00 | -0.10 | 37.22 | −600 | 4,500 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 4,350 | 3.60 | 0.00 | 25.91 | — | 300 | Neutral | |||
| Neutral | — | — | 57.03 | 0.00 | 1,305.10 | 4,400 | 3.05 | -1.70 | 33.27 | +450 | 25,650 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 4,450 | 7.15 | 0.00 | 25.80 | — | 1,050 | Neutral | |||
| Neutral | 1,500 | — | 51.62 | 0.00 | 636.00 | 4,500 | 5.05 | -2.70 | 31.87 | −7,650 | 57,750 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 4,550 | 6.05 | -3.20 | 30.76 | +1,500 | 10,200 | Short buildup | |||
| Neutral | 750 | — | 46.57 | 0.00 | 750.00 | 4,600 | 8.65 | -2.80 | 30.74 | −3,000 | 63,450 | Long unwinding | ||||||
| Neutral | — | — | 44.25 | 0.00 | 650.15 | 4,650 | 10.60 | -3.80 | 29.76 | +300 | 25,050 | Short buildup | ||||||
| Neutral | 1,050 | — | 42.10 | 0.00 | 396.65 | 4,700 | 14.80 | -3.60 | 29.74 | +6,300 | 54,750 | Short buildup | ||||||
| Neutral | 600 | — | 40.15 | 0.00 | 361.55 | 4,750 | 19.60 | -3.10 | 29.44 | +7,500 | 29,400 | Short buildup | ||||||
| Neutral | 2,100 | — | 38.40 | 0.00 | 394.35 | 4,800 | 25.55 | -4.35 | 29.09 | +9,900 | 77,700 | Short buildup | ||||||
| Neutral | 2,400 | — | 36.87 | 0.00 | 349.55 | 4,850 | 33.15 | -4.00 | 28.81 | +6,450 | 34,800 | Short buildup | ||||||
| Neutral | 2,250 | — | 35.54 | 0.00 | 324.60 | 4,900 | 41.45 | -6.20 | 28.22 | +1,500 | 78,750 | Short buildup | ||||||
| Neutral | 2,850 | — | 24.98 | -20.25 | 261.40 | 4,950 | 53.65 | -5.20 | 28.18 | +750 | 22,500 | Short buildup | ||||||
| Neutral | 37,050 | +300 | 27.83 | -2.45 | 237.00 | 5,000 | 66.90 | -6.10 | 27.82 | −18,300 | 1.22 L | Long unwinding | ||||||
| Short buildup | 19,050 | +1,500 | 26.61 | -6.10 | 198.80 | 5,050 | 83.60 | -6.20 | 27.68 | +5,550 | 36,150 | Short buildup | ||||||
| Short buildup | 80,700 | +10,500 | 27.30 | -3.05 | 172.00 | 5,100 | 101.20 | -8.90 | 27.15 | +89,100 | 1.88 L | Short buildup | ||||||
| Short buildup | 73,800 | +12,750 | 27.28 | -2.65 | 144.90 | 5,150 | 123.60 | -9.15 | 27.04 | +8,250 | 74,400 | Short buildup | ||||||
| Short buildup | 1.86 L | +18,450 | 27.09 | -4.65 | 119.90 | 5,200 | 149.75 | -6.90 | 27.09 | −11,850 | 1.57 L | Long unwinding | ||||||
| Long unwinding | 91,500 | −1,800 | 26.98 | -4.15 | 98.25 | 5,250 | 179.30 | -6.25 | 27.23 | −3,000 | 37,500 | Long unwinding | ||||||
| Long unwinding | 2.62 L | −15,150 | 26.98 | -3.20 | 79.95 | 5,300 | 207.10 | -11.30 | 26.41 | +3,150 | 97,050 | Short buildup | ||||||
| Short buildup | 96,300 | +10,050 | 27.00 | -3.35 | 64.40 | 5,350 | 254.10 | +3.95 | 29.24 | −1,350 | 25,500 | Short covering | ||||||
| Neutral | 2.41 L | +900 | 27.03 | -3.00 | 51.35 | 5,400 | 279.85 | -4.45 | 26.72 | +150 | 68,100 | Neutral | ||||||
| Short buildup | 48,450 | +4,800 | 27.16 | -3.00 | 40.85 | 5,450 | 361.15 | 0.00 | 16.38 | — | 7,050 | Neutral | ||||||
| Neutral | 2.28 L | +1,050 | 27.34 | -2.55 | 32.40 | 5,500 | 361.90 | 0.00 | — | — | 31,200 | Neutral | ||||||
| Neutral | 44,400 | +300 | 27.46 | -2.25 | 25.35 | 5,550 | 309.95 | 0.00 | — | — | 2,100 | Neutral | ||||||
| Neutral | 1.64 L | −1,500 | 27.90 | -1.40 | 20.45 | 5,600 | 381.75 | 0.00 | — | — | 5,250 | Neutral | ||||||
| Short buildup | 25,200 | +300 | 28.13 | -1.55 | 16.05 | 5,650 | 403.85 | 0.00 | — | — | 150 | Neutral | ||||||
| Short buildup | 1.02 L | +12,450 | 28.58 | -1.05 | 12.95 | 5,700 | 521.00 | 0.00 | — | — | 5,100 | Neutral | ||||||
| Neutral | 54,450 | −450 | 28.81 | -1.55 | 10.10 | 5,750 | 615.00 | 0.00 | — | — | 150 | Neutral | ||||||
| Long unwinding | 1.33 L | −19,050 | 29.40 | -1.20 | 8.35 | 5,800 | 650.00 | +20.00 | 36.16 | +150 | 3,600 | Long buildup | ||||||
| Long unwinding | 40,800 | −900 | 30.46 | -0.85 | 5.65 | 5,900 | 785.00 | 0.00 | — | — | 150 | Neutral | ||||||
| Short buildup | 1.67 L | +4,500 | 32.53 | -0.15 | 4.70 | 6,000 | 825.00 | 0.00 | — | — | 7,950 | Neutral | ||||||
| Short buildup | 10,200 | +1,050 | 33.47 | -0.40 | 3.25 | 6,100 | 820.00 | 0.00 | — | — | 2,700 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 0.88% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.